+108.5%
SBUX vs PENG
+597.2%
-488.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.4% | -13.1% | -2.2% |
| 7D | +1.7% | -19.4% | +21.1% | +3.7% |
| 30D | +12.6% | -42.4% | +55.0% | +19.2% |
| 3M | +0.8% | -25.6% | +26.5% | +2.4% |
| 6M | +0.2% | +7.3% | -7.1% | -6.9% |
| YTD | +27.4% | +113.9% | -86.4% | +5.3% |
| 1Y | +31.5% | +93.6% | -62.1% | +10.0% |
| 3Y | +9.3% | +170.2% | -161.0% | -16.9% |
| 5Y | +1.5% | +44.2% | -42.7% | -19.6% |
| All | +108.5% | +597.2% | -488.7% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling